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ZKB Call Warrant auf
Flughafen Zuerich AG

ISIN: CH1281050109 Security: 128105010 Symbol: FHZ7SZ Life cycle
Secondary market

Bid Price 0.69

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 12.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.69 0.70
Volume 75'000.00 75'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.69
Change +11.29% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +17.80%
Year to date (YTD) +102.94%
1 month +18.97%
3 months -9.21%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.59
Underlying price on issue183.80
Premium0.04%
Premium p.a.0.13%
Leverage9.06
Implied volatility0.24

Reference data

ISIN CH1281050109
Symbol FHZ7SZ
Security 128105010
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Flughafen Zuerich N, CH0319416936
Underlying ISIN CH0319416936
Strike 188.70
C/P type call
Subscription ratio 19.86
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.86255
Value day 08.12.2023

Key figures

Premium 3.77%
Premium p.a. 12.85%
Leverage 14.14
Implied volatility 23.57%
Moneyness in-the-money
Leverage 9.0595
Delta 0.6409
Gamma 0.0007
Theta -0.0024
Rho 0.0164
Vega 0.0199
Fair value 0.37
Intrinsic value n.a.
Break-even 203.90
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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